+199.9%
QCOM vs RY
+366.5%
-166.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.9% | -6.6% | -7.2% |
| 7D | -15.5% | -1.1% | -14.4% | -14.4% |
| 30D | -13.4% | +4.4% | -17.8% | -16.0% |
| 3M | 0.0% | -2.9% | +3.0% | +2.7% |
| 6M | -15.2% | +15.6% | -30.8% | -24.4% |
| YTD | -6.9% | +21.8% | -28.7% | -20.3% |
| 1Y | -11.0% | +42.6% | -53.5% | -32.7% |
| 3Y | +39.8% | +160.9% | -121.1% | -34.6% |
| 5Y | +7.2% | +126.1% | -118.9% | -43.7% |
| All | +199.9% | +366.5% | -166.6% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling